+83.9%
ED vs BR
+19.2%
+64.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -1.7% | -1.3% | -0.5% | -1.5% |
| 30D | +10.7% | +13.7% | -3.0% | +8.0% |
| 3M | +11.6% | +13.8% | -2.2% | +8.8% |
| 6M | +13.5% | +29.7% | -16.2% | +7.3% |
| YTD | +23.1% | -12.6% | +35.7% | +27.3% |
| 1Y | +23.1% | -12.4% | +35.5% | +27.1% |
| 3Y | +47.9% | +14.1% | +33.8% | +39.9% |
| 5Y | +83.9% | +18.7% | +65.2% | +67.9% |
| All | +83.9% | +19.2% | +64.7% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling